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Large deviation estimate of transition densities for jump processes - MaRDI portal

Large deviation estimate of transition densities for jump processes (Q1359050)

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scientific article; zbMATH DE number 1026237
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Large deviation estimate of transition densities for jump processes
scientific article; zbMATH DE number 1026237

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    Large deviation estimate of transition densities for jump processes (English)
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    6 November 1997
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    The author gives asymptotic upper and lower bounds of deviation type for the transition density of a jump type process on \(\mathbb R^d\), which is composed of stable-like processes on the line and vector field on \(\mathbb R^d\). To do this he uses the theory of Malliavin calculus both for diffusion and for jump type processes. In the case where there is no drift, the upper and lower bounds coincide.
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    Jump processes
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    large deviation
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    transition density
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